-43.5%
ACN vs KR
+41.9%
-85.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | -7.9% | -2.7% | -5.2% | -7.6% |
| 30D | -1.1% | +1.9% | -3.0% | -1.3% |
| 3M | +5.6% | -11.0% | +16.6% | +6.7% |
| 6M | -9.9% | -20.2% | +10.3% | -8.7% |
| YTD | -32.3% | -7.3% | -25.0% | -31.7% |
| 1Y | -25.3% | -13.1% | -12.2% | -24.5% |
| 3Y | -42.3% | +29.7% | -72.0% | -43.7% |
| 5Y | -43.5% | +48.8% | -92.2% | -44.9% |
| All | -43.5% | +41.9% | -85.4% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling